A Nonparametric Efficiency Estimation in Stochastic Environments II: noise-to-signal estimation, finite sample performance and hypothesis testing

GT (Thierry) Post

Research output: Contribution to journalArticleAcademicpeer-review

4 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)2065-2080
Number of pages16
JournalJournal of Banking and Finance
Issue number7
Publication statusPublished - 2007

Research programs

  • EUR ESE 33

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